EQTY Options History — December 2024 In December 2024, EQTY traded between $23.76 and $24.72. ATM implied volatility averaged 30.1%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 18.1% (HV 20d: 12.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-24 : Highest Volume — 40 contracts2024-12-11 : Largest IV drop — 38.9% change2024-12-10 : Highest IV Rank — 19.0%2024-12-03 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.33 $23.76 $24.72 $24.48 $23.76 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 30.1% 24.5% 40.1% 34.0% 32.1% Expected Move 8.0% 6.5% 9.8% 9.7% 9.2% HV 20d 12.0% 8.8% 13.7% 13.4% 13.6% HV 60d 11.5% 10.8% 12.6% 11.1% 12.5% IV Rank 8.1% 2.0% 19.0% 12.3% 10.3% IV Percentile 32.7% 1.6% 78.6% 58.7% 51.2% Term Structure -5.6% -10.5% -2.3% -10.5% -9.0% VWIV 10.4% 10.4% 10.4% 10.4% 10.4% Skew 25d 4.2% 0.5% 7.6% 2.7% 2.1% Skew 10d 2.6% 0.3% 22.3% 22.3% 1.8% Call IV 25d 22.4% 17.5% 38.1% 38.1% 25.4% Put IV 25d 26.5% 22.5% 40.7% 40.7% 27.5% Bid-Ask Spread % 151.29 143.52 155.04 151.35 149.73 Gamma HHI 0.73 0.25 1.00 1.00 0.25 Net GEX 831 239 3.3K 332 2.8K Net DEX -11.9K -32.5K -6.0K -7.8K -24.1K Net VEX -50 -173 -19 -31 -139 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.19 0 40 1 0 Total OI 12.333 4 44 5 44
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-12-02 $24.48 $0.00 34.0% 9.7% 13.4% 12.3% 0.0% 2.7% -10.5% 332 -7.8K -31 0.00 151.35 N/A N/A 1 0 5 0 2024-12-03 $24.49 $0.00 34.3% 9.8% 13.3% 12.7% 0.0% 5.1% -9.9% 400 -10.3K -32 0.00 151.02 N/A N/A 0 0 6 0 2024-12-04 $24.70 $0.00 31.8% 9.1% 13.4% 10.0% 0.0% 3.7% -9.1% 380 -10.6K -32 0.00 151.64 N/A N/A 0 0 6 0 2024-12-05 $24.60 $0.00 32.8% 6.7% 10.3% 11.1% 0.0% 3.9% -3.0% 383 -10.4K -32 0.00 154.49 N/A N/A 0 0 6 0 2024-12-06 $24.69 $0.00 31.4% 6.5% 10.4% 9.5% 0.0% 4.3% -2.3% 383 -10.6K -31 0.00 153.90 N/A N/A 0 0 6 0 2024-12-09 $24.56 $0.00 36.8% 7.0% 10.6% 15.4% 0.0% 3.1% -3.7% 409 -10.4K -32 0.00 151.86 N/A N/A 0 0 6 0 2024-12-10 $24.53 $0.00 40.1% 6.9% 10.5% 19.0% 0.0% 7.6% -3.5% 404 -10.3K -32 0.00 153.24 N/A N/A 0 0 6 0 2024-12-11 $24.72 $0.00 24.5% 7.0% 10.7% 2.0% 0.0% 5.1% -3.0% 382 -10.6K -31 0.00 155.04 N/A N/A 5 0 6 0 2024-12-12 $24.70 $0.00 24.9% 7.1% 10.7% 2.4% 0.0% 5.3% -3.8% 239 -7.3K -19 0.00 153.93 N/A N/A 0 0 4 0 2024-12-13 $24.49 $0.00 26.0% 7.5% 10.6% 3.6% 0.0% 5.2% -3.1% 244 -7.0K -20 0.00 151.80 N/A N/A 0 0 4 0 2024-12-16 $24.61 $0.00 25.5% 7.3% 8.8% 3.1% 0.0% 5.6% -4.6% 242 -7.1K -20 0.00 152.31 N/A N/A 0 0 4 0 2024-12-17 $24.37 $0.00 27.4% 7.9% 9.7% 5.1% 0.0% 4.5% -4.8% 247 -6.8K -20 0.00 150.71 N/A N/A 0 0 4 0 2024-12-18 $23.77 $0.00 26.0% 7.5% 13.3% 3.7% 0.0% 0.5% -5.1% 258 -6.0K -21 0.00 143.52 N/A N/A 0 0 4 0 2024-12-19 $23.81 $0.00 28.3% 8.1% 13.3% 6.2% 0.0% 4.8% -5.3% 250 -6.1K -21 0.00 150.92 N/A N/A 0 0 4 0 2024-12-20 $24.05 $0.00 27.8% 8.0% 13.0% 5.5% 0.0% 5.1% -4.6% 256 -6.4K -20 0.00 147.81 N/A N/A 0 0 4 0 2024-12-23 $24.08 $0.00 28.9% 8.3% 13.0% 6.7% 0.0% 4.3% -5.4% 254 -6.4K -20 0.00 151.80 N/A N/A 0 0 4 0 2024-12-24 $24.23 $0.00 29.2% 8.4% 12.7% 7.1% 10.4% 7.4% -5.9% 254 -6.6K -20 0.00 152.02 N/A N/A 40 0 4 0 2024-12-26 $24.34 $25.00 28.8% 8.3% 12.7% 6.7% 0.0% 4.3% -5.3% 3.3K -32.5K -173 0.00 151.31 N/A N/A 0 0 44 0 2024-12-27 $23.99 $25.00 29.4% 8.4% 13.7% 7.3% 0.0% 0.6% -6.9% 3.0K -27.3K -158 0.00 149.72 N/A N/A 0 0 44 0 2024-12-30 $23.90 $25.00 31.2% 8.9% 13.5% 9.3% 0.0% 2.0% -8.8% 3.0K -25.8K -147 0.00 149.04 N/A N/A 0 0 44 0 2024-12-31 $23.76 $25.00 32.1% 9.2% 13.6% 10.3% 0.0% 2.1% -9.0% 2.8K -24.1K -139 0.00 149.73 N/A N/A 0 0 44 0
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